Metodo de Euler, Heun, RK4

Sea la ecuacion diferencial:

𝑥𝑦^′−𝑦=𝑥^2/(1+𝑥^2 )

Despejando la ecuacion:
𝑦^′=𝑥/(1+𝑥^2 )−𝑦/𝑥

Con: h = 0.1
𝑦(1)=𝜋/4

1≤𝑥≤3 (Intervalo)

Solucion exacta:
𝑦=𝑥 𝑎𝑡𝑎𝑛(𝑥)

𝑥_(𝑛+1)=𝑥_𝑛+ℎ
𝑦_(𝑛+1)=𝑦_𝑛+ℎ∗𝑓(𝑥_𝑛,𝑦_𝑛)

Metodo de Euler
Solucion Exacta Solucion con h=0.1 Solucion con h/4=0.025
i xn y (Exacto) y (Euler) Error y (Euler) Error
0 1 0.785398 0.785398 0% 0.785398 0%
1 1.025 0.817687 0.778263 5%
2 1.050 0.850273 0.771777 9%
3 1.075 0.883142 0.765887 13%
4 1.100 0.916279 0.756858 17% 0.760543 17%
5 1.125 0.949673 0.755701 20%
6 1.150 0.983311 0.751322 24%
7 1.175 1.017180 0.747368 27%
8 1.200 1.051270 0.737827 30% 0.743805 29%
9 1.225 1.085569 0.740604 32%
10 1.250 1.120069 0.737737 34%
11 1.275 1.154759 0.735177 36%
12 1.300 1.189631 0.725522 39% 0.732902 38%
13 1.325 1.224675 0.730890 40%
14 1.350 1.259884 0.729120 42%
15 1.375 1.295250 0.727575 44%
16 1.400 1.330766 0.718039 46% 0.726239 45%
17 1.425 1.366424 0.725094 47%
18 1.450 1.402218 0.724128 48%
19 1.475 1.438142 0.723328 50%
20 1.500 1.474191 0.714048 52% 0.722680 51%
21 1.525 1.510357 0.722173 52%
22 1.550 1.546637 0.721799 53%
23 1.575 1.583024 0.721545 54%
24 1.600 1.619515 0.712599 56% 0.721405 55%
25 1.625 1.656105 0.721369 56%
26 1.650 1.692788 0.721430 57%
27 1.675 1.729562 0.721580 58%
28 1.700 1.766423 0.713005 60% 0.721814 59%
29 1.725 1.803366 0.722124 60%
30 1.750 1.840388 0.722506 61%
31 1.775 1.877486 0.722954 61%
32 1.800 1.914656 0.714765 63% 0.723463 62%
33 1.825 1.951896 0.724028 63%
34 1.850 1.989203 0.724645 64%
35 1.875 2.026573 0.725310 64%
36 1.900 2.064005 0.717509 65% 0.726020 65%
37 1.925 2.101496 0.726771 65%
38 1.950 2.139043 0.727559 66%
39 1.975 2.176644 0.728383 67%
40 2.000 2.214297 0.720960 67% 0.729238 67%
41 2.025 2.252001 0.730122 68%
42 2.050 2.289752 0.731034 68%
43 2.075 2.327550 0.731970 69%
44 2.100 2.365392 0.724912 69% 0.732928 69%
45 2.125 2.403277 0.733907 69%
46 2.150 2.441203 0.734905 70%
47 2.175 2.479168 0.735919 70%
48 2.200 2.517171 0.729210 71% 0.736949 71%
49 2.225 2.555212 0.737992 71%
50 2.250 2.593287 0.739048 72%
51 2.275 2.631396 0.740115 72%
52 2.300 2.669539 0.733735 73% 0.741191 72%
53 2.325 2.707712 0.742276 73%
54 2.350 2.745917 0.743369 73%
55 2.375 2.784150 0.744468 73%
56 2.400 2.822412 0.738399 74% 0.745573 74%
57 2.425 2.860702 0.746682 74%
58 2.450 2.899018 0.747795 74%
59 2.475 2.937359 0.748911 75%
60 2.500 2.975725 0.743136 75% 0.750030 75%
61 2.525 3.014115 0.751150 75%
62 2.550 3.052527 0.752272 75%
63 2.575 3.090962 0.753394 76%
64 2.600 3.129418 0.747893 76% 0.754516 76%
65 2.625 3.167896 0.755637 76%
66 2.650 3.206393 0.756757 76%
67 2.675 3.244909 0.757876 77%
68 2.700 3.283445 0.752633 77% 0.758993 77%
69 2.725 3.321998 0.760108 77%
70 2.750 3.360570 0.761220 77%
71 2.775 3.399158 0.762329 78%
72 2.800 3.437763 0.757327 78% 0.763434 78%
73 2.825 3.476383 0.764537 78%
74 2.850 3.515020 0.765635 78%
75 2.875 3.553671 0.766729 78%
76 2.900 3.592337 0.761954 79% 0.767819 79%
77 2.925 3.631017 0.768905 79%
78 2.950 3.669711 0.769985 79%
79 2.975 3.708417 0.771061 79%
80 3.000 3.747137 0.766498 80% 0.772132 79%
 𝑥_(𝑛+1)=𝑥_𝑛+ℎ
𝑢_(𝑛+1)=𝑦_𝑛+ℎ∗𝑓(𝑥_𝑛,𝑦_𝑛 )
𝑦_(𝑛+1)=𝑦_𝑛+ℎ∗1/2(𝑓(𝑥_𝑛,𝑦_𝑛 )+𝑓(𝑥_(𝑛+1),𝑢_(𝑛+1) ))

RK2 - Heun (Euler modificado)

Solucion Exacta Solucion con h=0.1 Solucion con h/2=0.05
i xn y (Exacto) un y (Euler M.) Error un y (Euler M.)
0 1 0.785398 0.785398 0% 0.785398
1 1.050 0.850273 0.771128 0.772388
2 1.100 0.916279 0.756858 0.761612 17% 0.760578 0.761641
3 1.150 0.983311 0.751908 0.752807
4 1.200 1.051270 0.742149 0.745548 29% 0.744834 0.745598
5 1.250 1.120069 0.739122 0.739773
6 1.300 1.189631 0.732599 0.735060 38% 0.734572 0.735128
7 1.350 1.259884 0.731017 0.731493
8 1.400 1.330766 0.726844 0.728642 45% 0.728315 0.728723
9 1.450 1.402218 0.726346 0.726695
10 1.500 1.474191 0.723894 0.725215 51% 0.725005 0.725305
11 1.550 1.546637 0.724205 0.724463
12 1.600 1.619515 0.723021 0.723996 55% 0.723871 0.724092
13 1.650 1.692788 0.723936 0.724127
14 1.700 1.766423 0.723690 0.724409 59% 0.724346 0.724510
15 1.750 1.840388 0.725052 0.725192
16 1.800 1.914656 0.725498 0.726027 62% 0.726011 0.726131
17 1.850 1.989203 0.727187 0.727290
18 1.900 2.064005 0.728145 0.728532 65% 0.728550 0.728637
19 1.950 2.139043 0.730070 0.730145
20 2.000 2.214297 0.731403 0.731682 67% 0.731725 0.731788
21 2.050 2.289752 0.733494 0.733547
22 2.100 2.365392 0.735098 0.735296 69% 0.735358 0.735402
23 2.150 2.441203 0.737301 0.737338
24 2.200 2.517171 0.739099 0.739236 71% 0.739311 0.739341
25 2.250 2.593287 0.741373 0.741398
26 2.300 2.669539 0.743305 0.743395 72% 0.743479 0.743499
27 2.350 2.745917 0.745619 0.745634
28 2.400 2.822412 0.747639 0.747692 74% 0.747784 0.747795
29 2.450 2.899018 0.749968 0.749976
30 2.500 2.975725 0.752042 0.752068 75% 0.752164 0.752169
31 2.550 3.052527 0.754367 0.754369
32 2.600 3.129418 0.756468 0.756473 76% 0.756572 0.756572
33 2.650 3.206393 0.758775 0.758773
34 2.700 3.283445 0.760883 0.760872 77% 0.760973 0.760970
35 2.750 3.360570 0.763162 0.763157
36 2.800 3.437763 0.765261 0.765238 78% 0.765340 0.765334
37 2.850 3.515020 0.767504 0.767497
38 2.900 3.592337 0.769582 0.769551 79% 0.769653 0.769644
39 2.950 3.669711 0.771784 0.771775
40 3.000 3.747137 0.773833 0.773795 79% 0.773896 0.773886
 𝑦_(𝑛+1)=𝑦_𝑛+1/6 ℎ(𝑘_1+2𝑘_2+2𝑘_3+𝑘_4)

𝑘_1=𝑓(𝑥_𝑛,𝑦_𝑛)
𝑘_2=𝑓(𝑥_𝑛+1/2 ℎ, 𝑦_𝑛+1/2 ℎ𝑘_1)

𝑘_3=𝑓(𝑥_𝑛+1/2 ℎ, 𝑦_𝑛+1/2 ℎ𝑘_2)

𝑘_4=𝑓(𝑥_𝑛+ℎ, 𝑦_𝑛+ℎ𝑘_3)

RK4 - Runge Kutta "clásico"

on con h/2=0.05 Solucion Exacta Solucion con h=0.
y (Euler M.) Error i xn y (Exacto) y (RK4) k₁ k₂
0.785398 0% 0 1 0.785398 0.785398
0.772388 9% Kx=1.05
0.761641 17% 1 1.100 0.916279 0.761650 -0.285398 -0.235002
0.752807 23% Kx=1.15
0.745598 29% 2 1.200 1.051270 0.745615 -0.194672 -0.158684
0.739773 34% Kx=1.25
0.735128 38% 3 1.300 1.189631 0.735150 -0.129543 -0.103506
0.731493 42% Kx=1.35
0.728723 45% 4 1.400 1.330766 0.728750 -0.082229 -0.063211
0.726695 48% Kx=1.45
0.725305 51% 5 1.500 1.474191 0.725335 -0.047562 -0.033581
0.724463 53% Kx=1.55
0.724092 55% 6 1.600 1.619515 0.724125 -0.022018 -0.011700
0.724127 57% Kx=1.65
0.724510 59% 7 1.700 1.766423 0.724544 -0.003140 0.004482
0.725192 61% Kx=1.75
0.726131 62% 8 1.800 1.914656 0.726166 0.010816 0.016435
0.727290 63% Kx=1.85
0.728637 65% 9 1.900 2.064005 0.728673 0.021103 0.025223
0.730145 66% Kx=1.95
0.731788 67% 10 2.000 2.214297 0.731824 0.028636 0.031626
0.733547 68% Kx=2.05
0.735402 69% 11 2.100 2.365392 0.735438 0.034088 0.036223
0.737338 70% Kx=2.15
0.739341 71% 12 2.200 2.517171 0.739376 0.037962 0.039445
0.741398 71% Kx=2.25
0.743499 72% 13 2.300 2.669539 0.743534 0.040632 0.041619
0.745634 73% Kx=2.35
0.747795 74% 14 2.400 2.822412 0.747830 0.042384 0.042992
0.749976 74% Kx=2.45
0.752169 75% 15 2.500 2.975725 0.752203 0.043434 0.043752
0.754369 75% Kx=2.55
0.756572 76% 16 2.600 3.129418 0.756605 0.043947 0.044044
0.758773 76% Kx=2.65
0.760970 77% 17 2.700 3.283445 0.761002 0.044049 0.043978
0.763157 77% Kx=2.75
0.765334 78% 18 2.800 3.437763 0.765366 0.043841 0.043643
0.767497 78% Kx=2.85
0.769644 79% 19 2.900 3.592337 0.769676 0.043397 0.043104
0.771775 79% Kx=2.95
0.773886 79% 20 3.000 3.747137 0.773917 0.042777 0.042413
Kutta "clásico" Comparacion
Solucion con h=0.1 y (Euler)
xn y (Exacto)
k₂ k₃ k₄ h/4
1.00 0.785398 0.785398
Ky=0.77 Kx=1.05 Ky=0.77 Kx=1.10 Ky=0.76 1.10 0.916279 0.760543
-0.235002 -0.237402 -0.194679 1.20 1.051270 0.743805
Ky=0.75 Kx=1.15 Ky=0.75 Kx=1.20 Ky=0.75 1.30 1.189631 0.732902
-0.158684 -0.160249 -0.129551 1.40 1.330766 0.726239
Ky=0.74 Kx=1.25 Ky=0.74 Kx=1.30 Ky=0.74 1.50 1.474191 0.722680
-0.103506 -0.104547 -0.082237 1.60 1.619515 0.721405
Ky=0.73 Kx=1.35 Ky=0.73 Kx=1.40 Ky=0.73 1.70 1.766423 0.721814
-0.063211 -0.063915 -0.047569 1.80 1.914656 0.723463
Ky=0.73 Kx=1.45 Ky=0.73 Kx=1.50 Ky=0.73 1.90 2.064005 0.726020
-0.033581 -0.034063 -0.022024 2.00 2.214297 0.729238
Ky=0.72 Kx=1.55 Ky=0.72 Kx=1.60 Ky=0.72 2.10 2.365392 0.732928
-0.011700 -0.012033 -0.003144 2.20 2.517171 0.736949
Ky=0.72 Kx=1.65 Ky=0.72 Kx=1.70 Ky=0.72 2.30 2.669539 0.741191
0.004482 0.004251 0.010812 2.40 2.822412 0.745573
Ky=0.73 Kx=1.75 Ky=0.73 Kx=1.80 Ky=0.73 2.50 2.975725 0.750030
0.016435 0.016275 0.021100 2.60 3.129418 0.754516
Ky=0.73 Kx=1.85 Ky=0.73 Kx=1.90 Ky=0.73 2.70 3.283445 0.758993
0.025223 0.025112 0.028633 2.80 3.437763 0.763434
Ky=0.73 Kx=1.95 Ky=0.73 Kx=2.00 Ky=0.73 2.90 3.592337 0.767819
0.031626 0.031549 0.034086 3.00 3.747137 0.772132
Ky=0.73 Kx=2.05 Ky=0.73 Kx=2.10 Ky=0.74
0.036223 0.036171 0.037960
Ky=0.74 Kx=2.15 Ky=0.74 Kx=2.20 Ky=0.74
0.039445 0.039411 0.040631
Ky=0.74 Kx=2.25 Ky=0.74 Kx=2.30 Ky=0.74
0.041619 0.041598 0.042383
Ky=0.75 Kx=2.35 Ky=0.75 Kx=2.40 Ky=0.75
0.042992 0.042979 0.043433
Ky=0.75 Kx=2.45 Ky=0.75 Kx=2.50 Ky=0.75
0.043752 0.043746 0.043946
Ky=0.75 Kx=2.55 Ky=0.75 Kx=2.60 Ky=0.76
0.044044 0.044042 0.044049
Ky=0.76 Kx=2.65 Ky=0.76 Kx=2.70 Ky=0.76
0.043978 0.043980 0.043841
Ky=0.76 Kx=2.75 Ky=0.76 Kx=2.80 Ky=0.77
0.043643 0.043646 0.043397
Ky=0.77 Kx=2.85 Ky=0.77 Kx=2.90 Ky=0.77
0.043104 0.043109 0.042777
Ky=0.77 Kx=2.95 Ky=0.77 Kx=3.00 Ky=0.77
0.042413 0.042419 0.042027
Comparacion
y (Euler) y (Heun) y (RK4)
h/4 h/2 h
0.785398 0.785398 0.785398
0.760543 0.761641 0.761650
0.743805 0.745598 0.745615
0.732902 0.735128 0.735150
0.726239 0.728723 0.728750
0.722680 0.725305 0.725335
0.721405 0.724092 0.724125
0.721814 0.724510 0.724544
0.723463 0.726131 0.726166
0.726020 0.728637 0.728673
0.729238 0.731788 0.731824
0.732928 0.735402 0.735438
0.736949 0.739341 0.739376
0.741191 0.743499 0.743534
0.745573 0.747795 0.747830
0.750030 0.752169 0.752203
0.754516 0.756572 0.756605
0.758993 0.760970 0.761002
0.763434 0.765334 0.765366
0.767819 0.769644 0.769676
0.772132 0.773886 0.773917